rhoprime: The first derivative of the rho function

In msalibian/RobStatTM: Robust Statistics: Theory and Methods

The first derivative of the rho function

Description

The first derivative of the rho function

Usage

rhoprime(u, family, cc, standardize = FALSE)

Arguments

u	point or vector at which rho is to be evaluated
family	family string specifying the name of the family of loss function to be used (current valid options are "bisquare", "opt" and "mopt").
cc	tuning parameters to be computed according to efficiency and / or breakdown considerations. See lmrobdet.control, bisquare, mopt and opt.
standardize	logical value determining whether the rho function is to be standardized so that its maximum value is 1. See Mpsi.

Value

The value of the first derivative rho evaluated at u

Author(s)

Matias Salibian-Barrera, [e-mail]

Examples

# Evaluate the derivative of a rho function tuned for 85% efficiency
rhoprime(u=1.1, family='bisquare', cc=bisquare(.85))
# Evaluate the derivative of a rho function tuned for 50% breakdown
rhoprime(u=1.1, family='opt', cc=lmrobdet.control(bb=.5, family='opt')$tuning.chi)

msalibian/RobStatTM documentation built on Jan. 11, 2024, 12:49 a.m.